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SARON HV 129d

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Previous value
on 26/08/2026
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to
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Index description

Interest Rate Historical volatility based on Trading Days

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(169751, date)

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Quotes by Market Participants

List of securities for index calculation

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Subgroup indices

Index Current value Date
SARON HV 23d 240.03736 % 27/08/2026
SARON HV 43d 186.30288 % 27/08/2026
SARON HV 64d 160.89824 % 27/08/2026
SARON HV 129d 184.79129 % 27/08/2026
SARON HV 252d 197.68128 % 27/08/2026
SARON HV 500d 168.21611 % 27/08/2026

The composition of the index list

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